Trading with Small Price Impact - Research Collection

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Author

Moreau, Ludovic

Muhle-Karbe, Johannes

Soner, H. Mete

Date

2017-04

Type

Journal Article

Citations

Cited 7 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1111/mafi.12098

Journal / series

Mathematical Finance

Volume

27(2)

Pages / Article No.

350 - 400

Publisher

Wiley-Blackwell

Subject

Price impact; Portfolio choice; Asymptotics; Homogenization; Viscosity solutions

Organisational unit

03899 - Muhle-Karbe, Johannes (ehemalig)
03844 - Soner, Mete / Soner, Mete

Notes

Published online 23 June 2015. Also published as arXiv preprint: http://arxiv.org/abs/1402.5304.

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Citations

Cited 7 times in Web of Science

ETH Bibliography

yes

Altmetrics